CME Canadian Dollar Future March 2014
| Trading Metrics calculated at close of trading on 24-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Dec-2013 |
24-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9376 |
0.9402 |
0.0026 |
0.3% |
0.9419 |
| High |
0.9431 |
0.9410 |
-0.0021 |
-0.2% |
0.9437 |
| Low |
0.9360 |
0.9385 |
0.0025 |
0.3% |
0.9293 |
| Close |
0.9409 |
0.9403 |
-0.0006 |
-0.1% |
0.9360 |
| Range |
0.0071 |
0.0025 |
-0.0046 |
-64.8% |
0.0144 |
| ATR |
0.0057 |
0.0055 |
-0.0002 |
-4.0% |
0.0000 |
| Volume |
42,614 |
18,241 |
-24,373 |
-57.2% |
281,196 |
|
| Daily Pivots for day following 24-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9474 |
0.9464 |
0.9417 |
|
| R3 |
0.9449 |
0.9439 |
0.9410 |
|
| R2 |
0.9424 |
0.9424 |
0.9408 |
|
| R1 |
0.9414 |
0.9414 |
0.9405 |
0.9419 |
| PP |
0.9399 |
0.9399 |
0.9399 |
0.9402 |
| S1 |
0.9389 |
0.9389 |
0.9401 |
0.9394 |
| S2 |
0.9374 |
0.9374 |
0.9398 |
|
| S3 |
0.9349 |
0.9364 |
0.9396 |
|
| S4 |
0.9324 |
0.9339 |
0.9389 |
|
|
| Weekly Pivots for week ending 20-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9795 |
0.9722 |
0.9439 |
|
| R3 |
0.9651 |
0.9578 |
0.9400 |
|
| R2 |
0.9507 |
0.9507 |
0.9386 |
|
| R1 |
0.9434 |
0.9434 |
0.9373 |
0.9399 |
| PP |
0.9363 |
0.9363 |
0.9363 |
0.9346 |
| S1 |
0.9290 |
0.9290 |
0.9347 |
0.9255 |
| S2 |
0.9219 |
0.9219 |
0.9334 |
|
| S3 |
0.9075 |
0.9146 |
0.9320 |
|
| S4 |
0.8931 |
0.9002 |
0.9281 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9431 |
0.9293 |
0.0138 |
1.5% |
0.0069 |
0.7% |
80% |
False |
False |
50,786 |
| 10 |
0.9446 |
0.9293 |
0.0153 |
1.6% |
0.0060 |
0.6% |
72% |
False |
False |
54,205 |
| 20 |
0.9478 |
0.9293 |
0.0185 |
2.0% |
0.0055 |
0.6% |
59% |
False |
False |
30,843 |
| 40 |
0.9583 |
0.9293 |
0.0290 |
3.1% |
0.0049 |
0.5% |
38% |
False |
False |
15,624 |
| 60 |
0.9700 |
0.9293 |
0.0407 |
4.3% |
0.0046 |
0.5% |
27% |
False |
False |
10,506 |
| 80 |
0.9775 |
0.9293 |
0.0482 |
5.1% |
0.0045 |
0.5% |
23% |
False |
False |
7,911 |
| 100 |
0.9775 |
0.9293 |
0.0482 |
5.1% |
0.0042 |
0.4% |
23% |
False |
False |
6,344 |
| 120 |
0.9775 |
0.9293 |
0.0482 |
5.1% |
0.0040 |
0.4% |
23% |
False |
False |
5,293 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9516 |
|
2.618 |
0.9475 |
|
1.618 |
0.9450 |
|
1.000 |
0.9435 |
|
0.618 |
0.9425 |
|
HIGH |
0.9410 |
|
0.618 |
0.9400 |
|
0.500 |
0.9398 |
|
0.382 |
0.9395 |
|
LOW |
0.9385 |
|
0.618 |
0.9370 |
|
1.000 |
0.9360 |
|
1.618 |
0.9345 |
|
2.618 |
0.9320 |
|
4.250 |
0.9279 |
|
|
| Fisher Pivots for day following 24-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9401 |
0.9389 |
| PP |
0.9399 |
0.9376 |
| S1 |
0.9398 |
0.9362 |
|